On risk sensitive control of regular step Markov processes (Q4548949)

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scientific article; zbMATH DE number 1789644
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English
On risk sensitive control of regular step Markov processes
scientific article; zbMATH DE number 1789644

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    On risk sensitive control of regular step Markov processes (English)
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    27 August 2002
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    risk-sensitive ergodic control
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    Bellman equation
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    Markov jump processes
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    regular step processes
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    existence of optimal control
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